← All authors Carsten Jentsch TU Dortmund University (from arXiv:2401.14545, 2024) · ORCID · OpenAlex
48 papers in scope · 47 published · 2 on the econ.EM arXiv · 737 citations · h-index 15 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Yeonwoo Rho Xiaofeng Shao Karsten Reichold Bin Peng Christoph Hanck Till Massing Yayi Yan Jiti Gao Christis Katsouris Etiënne Wijler Stephan Smeekes Jiachen Cong Xuanbin Yang Tingting Cheng Zhentao Shi Ji Hyung Lee Alexandre Street Fei Liu Yuning Li Eduardo Zilberman Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 48)
The impact of random tree depth—a novel randomization process for ensemble methods
published 2026 · Computational Statistics
with Daniel Horn, Tobias Markus Krabel, Thi Ngoc Tien Tran, Andreas Groll
published 2025 · Journal of Econometrics · 1 citations · first circulated 2024
Semi-parametric goodness-of-fit testing for INAR models
published 2025 · Bernoulli · 1 citations · first circulated 2024
The macroeconomic impact of asymmetric uncertainty shocks
published 2025 · The Journal of Economic Asymmetries · 5 citations
with Holger Müller, Boris Blagov, Torsten C. Schmidt, Jonas Rieger
Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs
published 2024 · Scandinavian Journal of Statistics · 1 citations · first circulated 2023
with Barbara Brune, Jonathan Flossdorf
spINAR: An R Package for Semiparametric and ParametricEstimation and Bootstrapping of Integer-Valued Autoregressive (INAR)Models
published 2024 · The Journal of Open Source Software · 1 citations
with Maxime Faymonville, Javiera Riffo, Jonas Rieger
Bootstrap consistency for the Mack bootstrap
published 2024 · Insurance Mathematics and Economics · 4 citations · first circulated 2023
with Julia Steinmetz
Testing Exogeneity in the Functional Linear Regression Model
published 2023 · Statistica Sinica · first circulated 2022
with Manuela Dorn, Mélanie Birke
Modelling and diagnostic tests for Poisson and negative-binomial count time series
published 2023 · Metrika · 9 citations
Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics
published 2023 · Journal of Business and Economic Statistics · 5 citations
Nearest neighbor matching: M-out-of-N bootstrapping without bias correction vs. the naive bootstrap
published 2023 · Econometrics and Statistics · 2 citations
with Christopher Walsh
Partial Autocorrelation Diagnostics for Count Time Series
published 2023 · Entropy · 19 citations
Semiparametric estimation of INAR models using roughness penalization
published 2022 · Statistical Methods & Applications · 5 citations
Novel goodness-of-fit tests for binomial count time series
published 2022 · Statistics · 5 citations
Asymptotic theory for Mack's model
published 2022 · Insurance Mathematics and Economics · 2 citations
with Julia Steinmetz
Paola Zuccolotto and Marica Manisera (2020): Basketball Data Science: With Applications in R, CRC Press, 243 pp., £80.50 (Hardcover), ISBN: 978-1-138-60079-9
published 2022 · Statistical Papers
with Andreas Groll
working paper 2022 · arXiv · 3 citations
Asymptotically Valid Bootstrap Inference for Proxy SVARs
published 2021 · Journal of Business and Economic Statistics · 29 citations
with Kurt G. Lunsford
Generalized binary vector autoregressive processes
published 2021 · Journal of Time Series Analysis · 2 citations
with Lena Reichmann
Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity
published 2021 · Statistica Neerlandica · 13 citations
Bootstrapping Hill estimator and tail array sums for regularly varying time series
published 2021 · Bernoulli · 4 citations
with Rafał Kulik
Editorial
published 2021 · Statistical Papers
with Werner G. Müller, Ulrike Schneider
The investment narrative: Improving private investment forecasts with media data
published 2021 · Ruhr Economic Papers · 2 citations
with Boris Blagov, Henrik Høeg Müller, Torsten C. Schmidt
On the validity of Akaike’s identity for random fields
published 2020 · Journal of Econometrics · 4 citations
with Marco Meyer
Poisson reduced-rank models with an application to political text data
published 2020 · Biometrika · 11 citations
with Eun Ryung Lee, Enno Mammen
Generalized Binary Time Series Models
published 2019 · Econometrics · 16 citations
with Lena Reichmann
Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes
published 2019 · Journal of Time Series Analysis · 13 citations · first circulated 2016
with Anne Leucht, Marco Meyer, Carina Beering
Time-dependent Poisson reduced rank models for political text data analysis
published 2019 · Computational Statistics & Data Analysis · 7 citations
with Eun Ryung Lee, Enno Mammen
The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Comment
published 2019 · American Economic Review · 100 citations
with Kurt G. Lunsford
Bootstrapping INAR models
published 2019 · Bernoulli · 30 citations · first circulated 2017
Bootstrap-based bias corrections for INAR count time series
published 2019 · Journal of Statistical Computation and Simulation · 8 citations
Guaranteed conditional ARL performance in the presence of autocorrelation
published 2018 · Computational Statistics & Data Analysis · 10 citations
Baxter’s inequality and sieve bootstrap for random fields
published 2017 · Bernoulli · 19 citations · first circulated 2015
with Marco Meyer, Jens-Peter Kreiß
A Spectral Domain Test for Stationarity of Spatio‐Temporal Data
published 2016 · Journal of Time Series Analysis · 17 citations
A connectedness analysis of German financial institutions during the financial crisis in 2008
published 2016 · Banks and Bank Systems · 3 citations
with Julia Steinmetz
Inference in VARs with conditional heteroskedasticity of unknown form
published 2015 · Journal of Econometrics · 139 citations · first circulated 2014
with Ralf Brüggemann, Carsten Trenkler
How Much Information Does Dependence Between Wavelet Coefficients Contain?
published 2015 · Journal of the American Statistical Association · 3 citations
with Claudia Kirch
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
published 2015 · The Annals of Statistics · 49 citations
with Dimitris N. Politis
Testing equality of spectral densities using randomization techniques
published 2015 · Bernoulli · 35 citations
with Markus Pauly
Bootstrapping sample quantiles of discrete data
published 2015 · Annals of the Institute of Statistical Mathematics · 17 citations · first circulated 2014
with Anne Leucht
A test for second order stationarity of a multivariate time series
published 2014 · Journal of Econometrics · 56 citations
with Suhasini Subba Rao
Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes
published 2014 · Journal of Time Series Analysis · 9 citations
with Dimitris N. Politis, Efstathios Paparoditis
Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
published 2013 · Communication in Statistics-Theory and Methods · 6 citations
with Dimitris N. Politis
Hybrid bootstrap aided unit root testing
published 2011 · Computational Statistics · 4 citations
with Jens-Peter Kreiß, Panagiotis Mantalos, Efstathios Paparoditis
A note on using periodogram-based distances for comparing spectral densities
published 2011 · Statistics & Probability Letters · 21 citations
with Markus Pauly
A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
published 2011 · Journal of Time Series Analysis · 17 citations
Discussion: Bootstrap methods for dependent data: A review
published 2011 · Journal of the Korean Statistical Society · 1 citations
with Enno Mammen
The multiple hybrid bootstrap — Resampling multivariate linear processes
published 2010 · Journal of Multivariate Analysis · 29 citations
with Jens-Peter Kreiß
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